Hi everyone,
I’m using the Upstox WebSocket API to stream live market data, and I start my script at 9:00 AM to prepare for the market open. I had a query regarding the OHLC data timing:
- Does the OHLC data (especially the first 1-minute candle) start arriving exactly at 9:15:00 AM?
- Or is there any delay/buffer from Upstox in sending this initial OHLC snapshot?
- Internally, how does Upstox structure or emit this first candle? Is it strictly built from ticks between 9:15:00 and 9:15:59, or is there some difference in how it’s emitted?
I’m trying to ensure my strategy only processes ticks starting exactly from 9:15:00, so I’d appreciate any insights on the behavior of the OHLC stream right at the market open.